+67.7%
T vs PTC
+6.0%
+61.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.0% | +4.1% | -1.5% |
| 7D | -1.3% | -10.3% | +9.0% | -0.6% |
| 30D | +11.4% | +1.1% | +10.2% | +11.2% |
| 3M | +14.3% | +1.6% | +12.7% | +14.0% |
| 6M | -9.3% | -13.5% | +4.2% | -8.5% |
| YTD | +7.1% | -19.1% | +26.2% | +8.5% |
| 1Y | -9.1% | -33.9% | +24.8% | -6.2% |
| 3Y | +105.3% | -3.9% | +109.2% | +98.9% |
| All | +67.7% | +6.0% | +61.6% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling